NONNULL DISTRIBUTION OF LIKELIHOOD RATIO CRITERION FOR TESTING MULTISAMPLE SPHERICITY IN THE COMPLEX CASE |
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Authors: | A.K. Gupta D.K. Nagar |
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Affiliation: | Bowling Green State University and University of Rajasthan |
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Abstract: | In this paper, nonnull moments of the likelihood ratio statistic for testing multisample sphericity in the complex case have been derived in series involving zonal polynomials. The nonnull asymptotic distribution of the statistic is also derived for certain alternatives. |
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Keywords: | Multivariate analysis Mellin transform special functions moments Meijerk G-function asymptotics. |
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